+108.2%
ROST vs GRMN
+75.7%
+32.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | -2.2% | -1.4% | -0.8% | -1.8% |
| 30D | -11.4% | -13.1% | +1.7% | -7.5% |
| 3M | -1.6% | +14.9% | -16.6% | -6.6% |
| 6M | +6.8% | +13.1% | -6.3% | +1.7% |
| YTD | +25.8% | +35.3% | -9.5% | +12.3% |
| 1Y | +52.4% | +16.0% | +36.4% | +42.8% |
| 3Y | +94.4% | +179.6% | -85.2% | +15.6% |
| 5Y | +108.2% | +75.0% | +33.2% | +42.2% |
| All | +108.2% | +75.7% | +32.5% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling